+29.5%
BROS vs UTHR
+168.1%
-138.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.9% |
| 7D | -20.4% | -2.1% | -18.3% | -20.1% |
| 30D | -6.1% | +8.3% | -14.4% | -6.4% |
| 3M | -29.4% | +15.5% | -44.9% | -30.1% |
| 6M | -31.5% | +4.5% | -36.1% | -31.6% |
| YTD | -42.8% | +22.2% | -65.1% | -43.8% |
| 1Y | -37.5% | +29.7% | -67.2% | -38.8% |
| All | +29.5% | +168.1% | -138.7% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling